Daiki Maki
Economics and Econometrics · 2012
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 8 citations into it; #9,060 of 23,481 by trust here, #15,581 by citations
- Finance — 6 citations into it
Whom Daiki Maki trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Daiki Maki overall
Papers from Daiki Maki's perspective
Ordered by how strongly the researchers Daiki Maki trusts endorse each paper. Same corpus, a different order for every researcher.
- Information Theory and an Extension of the Maximum Likelihood Principle
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Forecasting Using Principal Components From a Large Number of Predictors
- Unit root tests in panel data: asymptotic and finite-sample properties
- Inferential Theory for Factor Models of Large Dimensions
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- TESTS OF COMMON STOCHASTIC TRENDS (Econometric Theory)
- Eigenvalue Ratio Test for the Number of Factors
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
Their papers
- Tests for cointegration allowing for an unknown number of breaks (2012) — 362 citations